+1,426.5%
LITE vs CRM
+4.3%
+1,422.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +22.6% | -2.2% | +24.7% | +22.8% |
| 30D | -36.8% | -8.6% | -28.2% | -36.3% |
| 3M | -33.0% | +12.7% | -45.8% | -35.1% |
| 6M | -37.1% | +27.6% | -64.6% | -41.4% |
| YTD | +69.5% | -17.3% | +86.8% | +88.6% |
| 1Y | +146.1% | -10.8% | +156.9% | +161.4% |
| All | +1,426.5% | +4.3% | +1,422.2% | +1,585.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling